What do i do when i have two o more meshes and i want to join them
You don't have to join the objects if you don't want.

If you need them to move together you could just parent them. 

If you decide to join them, you don't necessarily have to connect the different meshes to have common vertices. 

Think of it this way: In real life those are different pieces made of different materials and they are assembled together. The tuning pegs are plastic or metal attached to the wood on the guitar head. In reality they share no vertices, edges or faces.